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A cointegration approach to estimating preference parameters
Ōgaki, Masao - In: Journal of econometrics 82 (1998) 1, pp. 107-134
Persistent link: https://www.econbiz.de/10001228497
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Testing rationality without restricting heterogeneity
Kawaguchi, Kohei - In: Journal of econometrics 197 (2017) 1, pp. 153-171
Persistent link: https://www.econbiz.de/10011818350
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Consistent nonparametric hypothesis tests with an application to Slutsky symmetry
Lewbel, Arthur - In: Journal of econometrics 67 (1995) 2, pp. 379-401
Persistent link: https://www.econbiz.de/10001178179
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A numerically stable quadrature procedure for the one-factor random-component discrete choice model
Lee, Lung-fei - In: Journal of econometrics 95 (2000) 1, pp. 117-129
Persistent link: https://www.econbiz.de/10001432521
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Exact small-sample inference in stationary, fully regular, dynamic demand models
Deschamps, Jean-Philippe - In: Journal of econometrics 97 (2000) 1, pp. 51-91
Persistent link: https://www.econbiz.de/10001487312
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Full maximum likelihood estimation of dynamic demand models
Deschamps, Jean-Philippe - In: Journal of econometrics 82 (1998) 2, pp. 335-359
Persistent link: https://www.econbiz.de/10001234534
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Tests for the consistency of consumer data
Diewert, Walter E. - In: Journal of econometrics 30 (1985) 1
Persistent link: https://www.econbiz.de/10001265922
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On deviations between neoclassical and GFT-based true cost-of-living indexes derived from the same demand function system
Basmann, R. L. (contributor) - In: Journal of econometrics 30 (1985) 1
Persistent link: https://www.econbiz.de/10001265926
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The minflex-Laurent translog flexible functional form
Barnett, William A. - In: Journal of econometrics 30 (1985) 1
Persistent link: https://www.econbiz.de/10001265927
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Rejection without falsification : on the history of testing the homogeneity condition in the theory of consumer demand
Keuzenkamp, Hugo A. - In: Journal of econometrics 67 (1995) 1, pp. 103-127
Persistent link: https://www.econbiz.de/10001333015